+674.0%
MRNA vs RF
+169.9%
+504.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +126.1% | -3.7% | +129.8% | +126.4% |
| 3M | +190.0% | +5.3% | +184.7% | +186.5% |
| 6M | +157.2% | +17.2% | +140.0% | +150.2% |
| YTD | +388.2% | +14.5% | +373.7% | +375.9% |
| 1Y | +467.0% | +15.9% | +451.1% | +451.5% |
| 3Y | +36.1% | +91.2% | -55.1% | +25.8% |
| 5Y | -68.0% | +90.0% | -158.0% | -70.0% |
| All | +674.0% | +169.9% | +504.1% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling